+306.4%
APP vs MOH
-23.8%
+330.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +3.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.3% |
| 30D | -1.3% | +3.0% | -4.3% | -1.5% |
| 3M | -36.2% | +1.2% | -37.4% | -36.2% |
| 6M | -34.1% | +41.7% | -75.8% | -35.3% |
| YTD | -53.3% | +15.4% | -68.7% | -53.8% |
| 1Y | -44.5% | +11.8% | -56.3% | -45.3% |
| 3Y | +646.7% | -37.5% | +684.2% | +644.6% |
| 5Y | +306.4% | -20.6% | +327.1% | +220.0% |
| All | +306.4% | -23.8% | +330.2% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling